-16.1%
TEAM vs ET
+97.8%
-113.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -7.8% | +1.4% | -9.1% | -8.2% |
| 30D | +16.5% | +4.6% | +12.0% | +14.4% |
| 3M | +96.2% | +16.0% | +80.1% | +83.6% |
| 6M | +130.2% | +22.8% | +107.4% | +106.6% |
| YTD | +10.7% | +38.9% | -28.1% | -8.1% |
| 1Y | +3.0% | +34.1% | -31.1% | -12.7% |
| All | -16.1% | +97.8% | -113.9% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling